Performance of variance estimators in the analysis of longitudinal data with a large cluster size

DOI10.1080/00949655.2021.1929983OpenAlexW3164247978MaRDI QIDQ3390442

You-Gan Wang, Liya Fu, Shuwen Hu

Publication date: 24 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1929983

zbMATH Keywords

generalized estimating equationssmooth bootstrapcovariance estimatelarge cluster sizeregularized sandwich estimate

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• mvtnorm
• SimCorMultRes

Cites Work

• Longitudinal data analysis using generalized linear models
• A Covariance Estimator for GEE with Improved Small‐Sample Properties
• Asymptotics for generalized estimating equations with large cluster sizes
• Working correlation structure selection in generalized estimating equations
• The cluster bootstrap consistency in generalized estimating equations
• On the robust variance estimator in generalised estimating equations
• Regularized Sandwich Estimators for Analysis of High-Dimensional Data Using Generalized Estimating Equations
• Repeated measurement analysis for nonnormal data in small samples
• A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• A serially correlated gamma frailty model for longitudinal count data
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Can we trust the bootstrap in high-dimension?

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